Markov Switching Autoregressive Models: Hidden Chain Reconstruction, Missing Observations Restoration, Forecasting

Risultato della ricerca: Working paper › Documento di lavoro

Keywords

TY - UNPB

T1 - Markov Switching Autoregressive Models: Hidden Chain Reconstruction, Missing Observations Restoration, Forecasting

AU - Paroli, Roberta

AU - Spezia, Luigi

PY - 2001

Y1 - 2001

KW - EM

KW - Markov Chain

KW - EM

KW - Markov Chain

UR - http://hdl.handle.net/10807/17807

M3 - Working paper

BT - Markov Switching Autoregressive Models: Hidden Chain Reconstruction, Missing Observations Restoration, Forecasting

ER -